It is relatively clear how to assess whether a particular stock investment did well. There is a purchase price and a sale price. This gives an exact return by which to measure performance. Looking at ...

Attribution analysis evaluates a portfolio's performance, focusing on a manager's investment choices, style, and market timing. Known as return or performance attribution, it identifies the sources of ...

As ESG factors help contribute to - or detract from - security returns, it makes sense for active investors to integrate them into security selection. Factor attribution using historical returns can ...